A functional approach to backward stochastic dynamics
In this thesis, we consider a class of stochastic dynamics running backwards, so called backward stochastic differential equations (BSDEs) in the literature. We demonstrate BSDEs can be reformulated as functional differential equations defined on path spaces, and therefore solving BSDEs is equivalen...
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University of Oxford
2010
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.543526 |